Frick, Melanie; Reiss, Rolf-Dieter - In: Statistics & Probability Letters 83 (2013) 11, pp. 2563-2568
It is well known that the marginal maxima of n standard normal random vectors with correlation coefficient ρ1 are asymptotically independent. In this article, the residual dependence will be captured by asymptotic expansions and certain penultimate distributions including the case where...